+32.1%
SWKS vs ECL
+199.1%
-167.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +2.3% |
| 7D | -6.2% | -0.8% | -5.4% | -5.9% |
| 30D | -1.5% | +8.1% | -9.6% | -6.5% |
| 3M | +23.0% | +6.4% | +16.6% | +17.7% |
| 6M | +27.6% | +14.8% | +12.8% | +15.6% |
| YTD | +32.3% | +15.5% | +16.9% | +18.8% |
| 1Y | +20.1% | +20.1% | 0.0% | +4.9% |
| 3Y | +0.6% | +77.8% | -77.1% | -32.8% |
| 5Y | -42.3% | +37.9% | -80.2% | -55.6% |
| All | +32.1% | +199.1% | -167.0% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling